Description Usage Arguments Value Examples
polymake
generates the coefficients of an AR process given the zeros of the
characteristic polynomial. The norm of the roots must be greater than one for stationary processes.
1 | polymake(r)
|
r |
vector, the zeros of the characteristic polynomial |
C coefficients (a[1],a[2],...,a[p]) of the polynomial 1 - a[1]z -a[2]z^2 -...- a[p]z^p
1 |
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